Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Sridhar Telidevara <sridhar.telidevara@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Fwd: Request for your papers |
Date | Sun, 16 May 2010 19:30:23 -0400 |
I ran two log-logistic competing risks models, one with and another without gamma heterogeneity (mean 1 and variance 1/theta). There is a huge difference between the two likelihoods (likelihood-ratio test holds), but the estimate for the variance term (1/theta) is pretty close to zero and also insignificant. I know that if the estimate of the variance parameter for gamma heterogeneity is zero then the model should converge to the model without heterogeneity (independent risks) and the likelihood ratios of the two models should pretty much be the same. I am not sure how to interpret the results. I highly appreciate your input in this regard. Thank you, Regards, Sridhar Telidevara Deaprtment of Business Administration and Economics 115A Hartwell Hall SUNY Brockport, Brockport,NY 14420 1-585-390-5532 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/